NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 12-Mar-2008

Day Change Summary
	Previous	Current
	11-Mar-2008	12-Mar-2008	Change	Change %	Previous Week
Open	101.73	102.51	0.78	0.8%	99.80
High	102.14	102.51	0.37	0.4%	101.50
Low	101.50	102.30	0.80	0.8%	96.83
Close	102.37	103.70	1.33	1.3%	100.38
Range	0.64	0.21	-0.43	-67.2%	4.67
ATR	1.58	1.48	-0.10	-6.2%	0.00
Volume	3,490	1,944	-1,546	-44.3%	11,154

Daily Pivots for day following 12-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	103.47	103.79	103.82
R3	103.26	103.58	103.76
R2	103.05	103.05	103.74
R1	103.37	103.37	103.72	103.21
PP	102.84	102.84	102.84	102.76
S1	103.16	103.16	103.68	103.00
S2	102.63	102.63	103.66
S3	102.42	102.95	103.64
S4	102.21	102.74	103.58

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.58	111.65	102.95
R3	108.91	106.98	101.66
R2	104.24	104.24	101.24
R1	102.31	102.31	100.81	103.28
PP	99.57	99.57	99.57	100.05
S1	97.64	97.64	99.95	98.61
S2	94.90	94.90	99.52
S3	90.23	92.97	99.10
S4	85.56	88.30	97.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.51	99.16	3.35	3.2%	1.00	1.0%	136%	True	False	2,870
10	102.51	96.83	5.68	5.5%	1.28	1.2%	121%	True	False	2,019
20	102.51	93.04	9.47	9.1%	1.14	1.1%	113%	True	False	1,404
40	102.51	85.48	17.03	16.4%	1.01	1.0%	107%	True	False	980

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	103.40
2.618	103.06
1.618	102.85
1.000	102.72
0.618	102.64
HIGH	102.51
0.618	102.43
0.500	102.41
0.382	102.38
LOW	102.30
0.618	102.17
1.000	102.09
1.618	101.96
2.618	101.75
4.250	101.41

Fisher Pivots for day following 12-Mar-2008
Pivot	1 day	3 day
R1	103.27	102.75
PP	102.84	101.79
S1	102.41	100.84

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols